My ex boyfriend’s cousin did this. She is really good at playing the piano and made a CD to give out at her wedding. I THINK she gave all the couples one, singles got one, and then they had extras, so I got on to take home too. I also think they had a little story about how the met, and why she chose those songs to play. I don’t know if this is what you were thinking, but this is my experience with CD favors. 🙂